PREVIEW / futures_30min / 2012-11-30

all futures 30-min files

  file:    by_date/futures_30min/2012/2012-11-30.parquet
  size:    62 KB
  rows:    2,273

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2012-11-30 00:00:00	ES	Futures	1444.14	1444.39	1443.11	1443.88	2314.0
2012-11-30 00:30:00	ES	Futures	1444.14	1444.39	1443.63	1444.14	1060.0
2012-11-30 01:00:00	ES	Futures	1444.14	1444.39	1443.37	1443.63	1685.0
2012-11-30 01:30:00	ES	Futures	1443.63	1444.14	1443.63	1443.88	1357.0
2012-11-30 02:00:00	ES	Futures	1443.88	1445.67	1443.63	1445.41	3993.0
2012-11-30 02:30:00	ES	Futures	1445.41	1445.67	1444.65	1445.16	2222.0
2012-11-30 03:00:00	ES	Futures	1445.16	1447.46	1444.65	1446.44	9959.0
2012-11-30 03:30:00	ES	Futures	1446.69	1446.95	1445.16	1446.44	5230.0
2012-11-30 04:00:00	ES	Futures	1446.44	1447.46	1445.67	1446.95	6591.0
2012-11-30 04:30:00	ES	Futures	1446.95	1446.95	1445.41	1445.92	7651.0
2012-11-30 05:00:00	ES	Futures	1445.92	1447.71	1445.92	1446.18	8112.0
2012-11-30 05:30:00	ES	Futures	1446.44	1448.22	1446.18	1447.71	9406.0
2012-11-30 06:00:00	ES	Futures	1447.46	1448.73	1447.2	1448.48	9784.0
2012-11-30 06:30:00	ES	Futures	1448.22	1450.52	1447.97	1448.48	17337.0
2012-11-30 07:00:00	ES	Futures	1448.73	1449.76	1448.48	1448.48	8367.0
2012-11-30 07:30:00	ES	Futures	1448.73	1448.99	1447.46	1447.97	17409.0
2012-11-30 08:00:00	ES	Futures	1447.71	1447.97	1446.44	1447.2	19826.0
2012-11-30 08:30:00	ES	Futures	1447.2	1447.46	1445.16	1446.44	24313.0
2012-11-30 09:00:00	ES	Futures	1446.44	1446.69	1445.41	1445.67	20609.0
2012-11-30 09:30:00	ES	Futures	1445.67	1446.95	1443.37	1444.9	137572.0
2012-11-30 10:00:00	ES	Futures	1444.9	1447.46	1443.63	1446.18	131498.0
2012-11-30 10:30:00	ES	Futures	1446.44	1446.44	1442.09	1444.65	117198.0
2012-11-30 11:00:00	ES	Futures	1444.39	1445.41	1441.84	1442.86	123106.0
2012-11-30 11:30:00	ES	Futures	1442.86	1443.88	1440.82	1442.86	99478.0
2012-11-30 12:00:00	ES	Futures	1442.86	1443.63	1441.84	1443.63	43712.0
2012-11-30 12:30:00	ES	Futures	1443.63	1444.39	1441.07	1442.35	77161.0
2012-11-30 13:00:00	ES	Futures	1442.6	1445.16	1442.09	1444.39	53701.0
2012-11-30 13:30:00	ES	Futures	1444.14	1444.9	1442.86	1443.88	46554.0
2012-11-30 14:00:00	ES	Futures	1443.88	1445.92	1443.37	1444.9	53758.0
2012-11-30 14:30:00	ES	Futures	1445.16	1445.41	1441.84	1441.84	66038.0
2012-11-30 15:00:00	ES	Futures	1441.84	1444.39	1440.82	1442.86	94481.0
2012-11-30 15:30:00	ES	Futures	1442.86	1448.73	1442.6	1444.65	265363.0
2012-11-30 16:00:00	ES	Futures	1444.65	1446.44	1442.86	1446.44	136709.0
2012-11-30 16:30:00	ES	Futures	1446.18	1446.18	1444.39	1445.67	10360.0
2012-11-30 17:00:00	ES	Futures	1445.92	1447.2	1445.67	1446.69	2697.0
2012-11-30 00:00:00	NQ	Futures	3113.24	3114.11	3112.07	3113.24	452.0
2012-11-30 00:30:00	NQ	Futures	3112.94	3113.82	3112.94	3113.82	247.0
2012-11-30 01:00:00	NQ	Futures	3113.53	3113.82	3112.07	3113.24	223.0
2012-11-30 01:30:00	NQ	Futures	3113.53	3114.98	3112.94	3113.53	223.0
2012-11-30 02:00:00	NQ	Futures	3113.53	3117.3	3112.94	3116.43	707.0
2012-11-30 02:30:00	NQ	Futures	3116.43	3117.59	3114.98	3116.43	499.0
2012-11-30 03:00:00	NQ	Futures	3116.43	3121.37	3114.98	3119.92	1019.0
2012-11-30 03:30:00	NQ	Futures	3119.92	3121.37	3117.3	3120.21	799.0
2012-11-30 04:00:00	NQ	Futures	3119.92	3122.24	3119.05	3121.66	616.0
2012-11-30 04:30:00	NQ	Futures	3121.66	3121.66	3118.18	3119.92	1428.0
2012-11-30 05:00:00	NQ	Futures	3119.63	3121.95	3118.76	3119.05	1089.0
2012-11-30 05:30:00	NQ	Futures	3118.76	3121.95	3118.76	3120.79	1161.0
2012-11-30 06:00:00	NQ	Futures	3120.79	3122.82	3120.5	3121.95	919.0
2012-11-30 06:30:00	NQ	Futures	3121.66	3126.31	3121.37	3123.99	2234.0
2012-11-30 07:00:00	NQ	Futures	3123.99	3125.15	3121.66	3121.66	1572.0

> showing 50 of 2,273 rows — these rows as CSV

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